High dimensional single index models

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August undefined, 2024

Web1 de mai. de 2024 · In this article, we study the estimation of high‐dimensional single index models when the response variable is censored. We hybrid the estimation methods for high‐dimensional single‐index ... Web16 de jul. de 2024 · Download PDF Abstract: In this paper, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and provide theoretical guarantees for the induced implicit regularization phenomenon. Specifically, we study both vector and matrix single index models where …

Inference In General Single-Index Models Under High-dimensional …

Webmodel via SGD with non-stationary, high-dimensional streaming data. Shi et al. (2024) in-troduced a valid inference method for single or low-dimensional regression coeﬃcients via a recursive online-score estimation technique. Deshpande et al. (2024) considered a class of online estimators in a high-dimensional auto-regressive model. Web27 de mar. de 2024 · Abstract. In this article, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and … siblings sassing the dragon prince

Inference In General Single-Index Models Under High-dimensional ...

Webinvolves only high-dimensional parameters. The strategy for the high-dimensional single-index model does not work for the model (1.1), which has multiple index-es and speciﬁc structure. In the paper, we provide a semiparametrically eﬃcient and computationally convenient estimator for all of parameters and functions in high-dimensional SMIM. WebNon-Gaussian Single Index Models via Thresholded Score Function Estimation 1.1. Challenges of the Single Index Models There are signiﬁcant challenges that appear … Web1 de jan. de 2024 · Abstract. We consider a flexible semiparametric single-index quantile regression model where the number of covariates may be ultra-high dimensional, and the number of the relevant covariates is potentially diverging. The approach is particularly appealing to uncover the complex heterogeneity in high-dimensional data, incorporate … the perfect race cast

Inference on High-dimensional Single-index Models with …

High dimensional single index models - ScienceDirect

WebSingle-index models generalize linear regression. They have applications to a variety of fields, such as discrete choice analysis in econometrics and dose response models in biometrics, where high-dimensional regression models are often employed. Single-index models are similar to the first step of projection pursuit regression, a dimension … Webin high-dimensional single-index models that is p n-consistent and asymptotically unbiased under sparsity assumptions on the regression coe cient, and to the best … siblings sassing she-raWeb17 de mai. de 2024 · We consider a high-dimensional monotone single index model (hdSIM), which is a semiparametric extension of a high-dimensional generalize linear model (hdGLM), where the link function is unknown, but constrained with monotone and non-decreasing shape. We develop a scalable projection-based iterative approach, the … siblings rights to inheritance

"WebCorpus ID: 26384446; High-dimensional Non-Gaussian Single Index Models via Thresholded Score Function Estimation @inproceedings{Yang2024HighdimensionalNS, title={High-dimensional Non-Gaussian Single Index Models via Thresholded Score Function Estimation}, author={Zhuoran Yang and Krishnakumar Balasubramanian and … " - High dimensional single index models

High dimensional single index models

High-dimensional Non-Gaussian Single Index Models via …

Webmodel via SGD with non-stationary, high-dimensional streaming data. Shi et al. (2024) in-troduced a valid inference method for single or low-dimensional regression coeﬃcients … Web1 de jul. de 2015 · 2024. TLDR. This work considers estimating the parametric component of single index models in high dimensions using Stein's Lemma to propose estimators …

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http://proceedings.mlr.press/v70/yang17a/yang17a.pdf WebWe propose a robust inference method for high‐dimensional single index models with an unknown link function and elliptically symmetrically distributed covariates, focusing on signal recovery and inference. The proposed method is built on the Huber loss and the estimation of the unknown link function is avoided. The ℓ1$$ {\\ell}_1 $$ and ℓ2$$ {\\ell}_2 $$ …

Webregression model when p = 1, and the traditional single-index model (Ichimura (1993)) when a(-) is a positive constant. Here we allow for heteroscedasticity. The single-index structure in (1.1) retains the flexibility of nonparametric regres sion and allows the presence of high-dimensional covariates.

Webpropagation error, see Klock et al. (2024). The analysis of high-dimensional multi-index models, where p≫ n, is rather limited. We use a PAC-Bayesian estimation approach, see Guedj (2024) and Alquier (2024) for an overview, which was originally developed by Catoni (2004, 2007) and has been adapted to the single-index model WebThe problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be …

Web20 de jun. de 2024 · Abstract. Single-index models are potentially important tools for multivariate nonparametric regression analysis. They generalize linear regression models by replacing the linear combination \alpha^T_0 with a nonparametric component \eta_0 ( {\alpha^T_0})X, where \eta_0 (\cdot) is an unknown univariate link function.

Web30 de jun. de 2015 · Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression. Response variables are modeled as a … the perfect radar gmodWeb1 de dez. de 2016 · To treat higher dimensional predictors, the estimation procedure must be accompanied by a variable selection step. Recently, several approaches have been … the perfect race torrentWeb2 de fev. de 2024 · PDF On Feb 2, 2024, Leheng Cai and others published Tests for high-dimensional single-index models * Find, read and cite all the research you need on ResearchGate the perfect race trailerWebDOAJ is a unique and extensive index of diverse open access journals from around the world, ... A 31-plex panel for high-dimensional single-cell analysis of murine preclinical models of solid tumors by imaging mass cytometry siblings schollWeb3 de out. de 2024 · Inference on High-dimensional Single-index Models with Streaming Data. Dongxiao Han, Jinhan Xie, Jin Liu, Liuquan Sun, Jian Huang, Bei Jian, Linglong … siblings reunitedWeb11 de abr. de 2024 · Model checking methods based on non-parametric estimation are widely used because of their tractable limiting null distributions and being sensitive to high-frequency oscillation alternative models. However, this kind of test suffers from the curse of dimensionality, resulting in slow convergence, especially for functional data with infinite … the perfect quesadillaWeb3 de out. de 2024 · High-dimensional non-gaussian single index models via thresholded score function estimation. In International Conference on Machine Learning, pages 3851-3860. PMLR. siblings search